Creating pins to connect bones
If I got it right, I think you could just model a thin (but thick enough to be printed) "pin", then duplicate it and and move to desired position, even rougly overlapping pin and bones shapes. 

When all bones are connected by pins, you could join allo bones and pins, export to STL and print. In my experiencem 3D programs usually don't complain about overlapping meshes, they calculate a single overall shape and print a single object, anyway.